Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 0.208579 0.223784 0.240010 0.258692 0.279704 0.302723 0.330004
2026-02-01 0.183066 0.202066 0.223267 0.248898 0.279344 0.314745 0.359612
2026-02-08 0.167903 0.189313 0.214030 0.245074 0.283616 0.330726 0.394042
2026-02-15 0.160866 0.184856 0.213414 0.250575 0.298693 0.360473 0.448644
2026-02-22 0.152072 0.177305 0.208065 0.249225 0.304365 0.378120 0.488986
2026-03-01 0.144183 0.170149 0.202436 0.246683 0.307739 0.392444 0.526006
2026-03-08 0.136489 0.162655 0.195723 0.241945 0.307339 0.400966 0.555000
2026-03-15 0.130217 0.156563 0.190356 0.238458 0.308124 0.410914 0.587216
2026-03-22 0.127307 0.154628 0.190274 0.242107 0.319290 0.437401 0.650808
2026-03-29 0.126346 0.155154 0.193443 0.250442 0.338010 0.477761 0.746469
2026-04-05 0.121958 0.150810 0.189614 0.248263 0.340228 0.491194 0.794259
2026-04-12 0.119180 0.148509 0.188474 0.249912 0.348517 0.515745 0.869166
2026-04-19 0.113604 0.142244 0.181594 0.242743 0.342366 0.514968 0.892591
2026-04-26 0.108235 0.136067 0.174572 0.234954 0.334588 0.510406 0.906931
2026-05-03 0.104645 0.132247 0.170783 0.231945 0.334594 0.520294 0.957090
2026-05-10 0.103658 0.132050 0.172243 0.237229 0.349228 0.560028 1.091497
2026-05-17 0.100989 0.129329 0.169815 0.236092 0.352387 0.577343 1.173452
2026-05-24 0.098189 0.126310 0.166801 0.233800 0.353220 0.589910 1.246355
2026-05-31 0.095032 0.122663 0.162688 0.229455 0.349907 0.593194 1.292909
2026-06-07 0.092339 0.119611 0.159363 0.226249 0.348472 0.600416 1.354679
2026-06-14 0.091402 0.119110 0.159926 0.229618 0.359815 0.637959 1.533609
2026-06-21 0.091510 0.120151 0.162909 0.237299 0.380309 0.700685 1.843479
2026-06-28 0.089408 0.117799 0.160446 0.235293 0.381142 0.715459 1.971443